First, it's complaining about DGA, so if you're not running as root, try
that.
Second, NO windows programs are "supported" in wine, if one runs, you
lucked out. Personally I got NBA Hangtime from 1997 to work with wine
with all the input controls, so I'm pretty happy, but I wouldn't be
surprised if that game was broke in the next build.

Yeah, run wine mspaint as root, and see if you get a different error,
then if mspaint is really that important to you, try sending a bug
report to the wine project at winehq.org.